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N°18-09: Asian Option Pricing with Orthogonal Polynomials, S. Willems, 2018.

N°18-09: Asian Option Pricing with Orthogonal Polynomials, S. Willems, 2018.

AuthorS. Willems
Date9 Jan. 2018
CategoryWorking Papers
Linkhttps://ssrn.com/abstract=3112144

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